In $\,\Bbb Z_{\large\color{#c00}{41}}$ we have $\, \color{#c00}{41= 0}\ $ so $\ 81 = 2\cdot \color{#c00}{41}-1 = 2\cdot\color{#c00}0-1 = -1$
Squaring $\,3^{\large 4}\! = 81 = -1\Rightarrow 3^{\large 8}\! = (-1)^{\large 2}\!= 1\,$ so $\,3\,$ has order $k$ dividing $\,8 = 2^{\large 3}.\,$ But $\,k\nmid 4 = 2^{\large 2}\,$ else $\, -1 = 3^{\large 4}\! = (3^{\large k})^{\large 4/k}\! = 1^{\large 4/k}\! = 1\,$ contradiction. Thus $\,k = 8,\,$ i.e. $\,3\,$ has order $\,8$.
Remark $ $ Generally if $\,p\,$ is prime and $\,a^{\large p^{\Large k}}\!\! = 1\, $ but $\,a^{\large p^{\Large k-1}}\!\!\neq 1$ then $\,a\,$ has order $\,p^k\,$ by below.
Order Test $\ \ \ \,a\,$ has order $\,n\ \iff\ a^{\large n} = 1\ $ but $\ \color{#0a0}{a^{\large n/p} \neq 1}\,$ for every prime $\,p\mid n$
Proof $\,\ (\Leftarrow)\,\ $ Let $\,a\,$ have $\,\color{#c00}{{\rm order}\ k}.\,$ Then $\,k\mid n\,$ (proof). $ $ If $\:k < n\,$ then $\,k\,$ is proper divisor of $\,n\,$ so by unique factorization $\,k\,$ arises by deleting at least one prime $\,p\,$ from the prime factorization of $\,n,\,$ so $\,k\mid n/p,\,$ say $\, kj = n/p,\ $ so $\ \color{#0a0}{a^{\large n/p}} = (\color{#c00}{a^{\large k}})^{\large j} = \color{#c00}1^{\large j} = \color{#0a0}1\,$ contra $\rm\color{#0a0}{hypothesis}$. So $\,k=n.$ $\, (\Rightarrow)\ $ Clear